$66.1 Million is the total value of ALPHASIMPLEX GROUP, LLC's 108 reported holdings in Q1 2020. The portfolio turnover from Q4 2019 to Q1 2020 was 73.9% .
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| HYG | Sell | ISHARES TRiboxx hi yd etf | $4,075,000 | -87.5% | 52,871 | -85.8% | 6.16% | -50.0% |
| DLR | New | DIGITAL RLTY TR INC | $2,497,000 | – | 17,978 | +100.0% | 3.78% | – |
| VCIT | Sell | VANGUARD SCOTTSDALE FDSint-term corp | $2,094,000 | -19.2% | 24,039 | -15.3% | 3.17% | +224.5% |
| AGG | Sell | ISHARES TRcore us aggbd et | $2,039,000 | -25.6% | 17,674 | -27.5% | 3.08% | +198.8% |
| TIVO | Buy | TIVO CORP | $1,798,000 | -0.6% | 253,973 | +19.0% | 2.72% | +299.3% |
| VTI | Sell | VANGUARD INDEX FDStotal stk mkt | $1,714,000 | -26.6% | 13,298 | -6.8% | 2.59% | +194.5% |
| AGN | Sell | ALLERGAN PLC | $1,709,000 | -32.2% | 9,651 | -26.8% | 2.58% | +172.4% |
| VO | Buy | VANGUARD INDEX FDSmid cap etf | $1,704,000 | -23.3% | 12,942 | +3.8% | 2.58% | +207.9% |
| VTV | Sell | VANGUARD INDEX FDSvalue etf | $1,669,000 | -26.8% | 18,741 | -1.4% | 2.52% | +194.2% |
| AMTD | Buy | TD AMERITRADE HLDG CORP | $1,665,000 | -27.1% | 48,032 | +4.5% | 2.52% | +192.8% |
| CSFL | New | CENTERSTATE BK CORP | $1,617,000 | – | 93,835 | +100.0% | 2.45% | – |
| HXL | New | HEXCEL CORP NEW | $1,496,000 | – | 40,237 | +100.0% | 2.26% | – |
| OPB | New | OPUS BK IRVINE CALIF | $1,469,000 | – | 84,772 | +100.0% | 2.22% | – |
| BWX | Sell | SPDR SER TRblomberg intl tr | $1,279,000 | -15.7% | 46,020 | -12.7% | 1.93% | +238.1% |
| BNDX | Sell | VANGUARD CHARLOTTE FDSintl bd idx etf | $1,272,000 | -12.8% | 22,604 | -12.3% | 1.92% | +250.5% |
| IBKC | IBERIABANK CORP | $1,201,000 | -51.7% | 33,208 | 0.0% | 1.82% | +94.0% | |
| VPL | VANGUARD INTL EQUITY INDEX Fftse pacific etf | $859,000 | -20.8% | 15,573 | 0.0% | 1.30% | +218.4% | |
| DLPH | New | DELPHI TECHNOLOGIES PL | $854,000 | – | 106,078 | +100.0% | 1.29% | – |
| VEA | VANGUARD TAX-MANAGED INTL FDftse dev mkt etf | $839,000 | -24.3% | 25,152 | 0.0% | 1.27% | +204.3% | |
| VGK | VANGUARD INTL EQUITY INDEX Fftse europe etf | $824,000 | -26.2% | 19,039 | 0.0% | 1.25% | +196.7% | |
| EMB | Sell | ISHARES TRjpmorgan usd emg | $797,000 | -52.5% | 8,247 | -43.7% | 1.20% | +90.7% |
| CTXS | Sell | CITRIX SYS INC | $788,000 | -68.1% | 5,565 | -75.0% | 1.19% | +28.2% |
| VSS | VANGUARD INTL EQUITY INDEX Fftse smcap etf | $780,000 | -29.6% | 9,972 | 0.0% | 1.18% | +183.0% | |
| CERN | Sell | CERNER CORP | $775,000 | -48.5% | 12,296 | -40.0% | 1.17% | +106.7% |
| DHR | Sell | DANAHER CORPORATION | $706,000 | -54.9% | 5,100 | -50.0% | 1.07% | +81.3% |
| EEMV | Buy | ISHARES INCmin vol emrg mkt | $705,000 | +7.6% | 15,021 | +34.5% | 1.07% | +331.6% |
| MDLZ | Sell | MONDELEZ INTL INCcl a | $704,000 | -71.5% | 14,063 | -68.7% | 1.06% | +14.4% |
| CARO | Buy | CAROLINA FINL CORP NEW | $686,000 | -8.7% | 26,511 | +52.5% | 1.04% | +266.8% |
| TYL | New | TYLER TECHNOLOGIES INC | $645,000 | – | 2,174 | +100.0% | 0.98% | – |
| NOW | Buy | SERVICENOW INC | $612,000 | +170.8% | 2,135 | +166.5% | 0.93% | +989.4% |
| EBAY | Sell | EBAY INC | $606,000 | -48.4% | 20,170 | -38.0% | 0.92% | +107.0% |
| CMG | Sell | CHIPOTLE MEXICAN GRILL INC | $596,000 | -46.5% | 910 | -31.5% | 0.90% | +115.0% |
| CRM | Sell | SALESFORCE COM INC | $548,000 | -46.0% | 3,809 | -39.0% | 0.83% | +117.0% |
| ZEN | Buy | ZENDESK INC | $540,000 | +104.5% | 8,435 | +144.8% | 0.82% | +725.3% |
| BAX | Sell | BAXTER INTL INC | $535,000 | -64.6% | 6,587 | -63.5% | 0.81% | +42.2% |
| OTEX | Sell | OPEN TEXT CORP | $528,000 | -64.8% | 15,114 | -55.6% | 0.80% | +41.4% |
| ZBH | Sell | ZIMMER BIOMET HOLDINGS INC | $526,000 | -60.5% | 5,204 | -41.4% | 0.80% | +58.9% |
| CPB | Sell | CAMPBELL SOUP CO | $521,000 | -54.2% | 11,280 | -51.0% | 0.79% | +84.1% |
| NLOK | Sell | NORTONLIFELOCK INC | $516,000 | -45.3% | 27,590 | -25.4% | 0.78% | +119.1% |
| PG | Sell | PROCTER & GAMBLE CO | $503,000 | -69.3% | 4,575 | -65.1% | 0.76% | +23.5% |
| HLT | Sell | HILTON WORLDWIDE HLDGS INC | $497,000 | -68.8% | 7,288 | -49.3% | 0.75% | +25.3% |
| ACM | Sell | AECOM | $486,000 | -65.1% | 16,288 | -49.5% | 0.74% | +40.3% |
| BK | Sell | BANK NEW YORK MELLON CORP | $482,000 | -68.0% | 14,310 | -52.2% | 0.73% | +28.3% |
| SBUX | Sell | STARBUCKS CORP | $481,000 | -66.1% | 7,317 | -54.7% | 0.73% | +35.9% |
| CAG | Sell | CONAGRA BRANDS INC | $479,000 | -48.8% | 16,340 | -40.3% | 0.72% | +105.1% |
| MSGS | Sell | MADISON SQUARE GARDEN CO NEWcl a | $471,000 | -69.2% | 2,227 | -57.2% | 0.71% | +23.6% |
| AAP | Sell | ADVANCE AUTO PARTS INC | $471,000 | -61.5% | 5,049 | -33.9% | 0.71% | +54.4% |
| HAIN | Sell | HAIN CELESTIAL GROUP INC | $466,000 | -12.6% | 17,929 | -12.7% | 0.70% | +250.7% |
| PTC | New | PTC INC | $464,000 | – | 7,573 | +100.0% | 0.70% | – |
| SYY | Sell | SYSCO CORP | $464,000 | -81.4% | 10,170 | -65.1% | 0.70% | -25.2% |
| ITT | Sell | ITT INC | $445,000 | -58.6% | 9,810 | -32.6% | 0.67% | +66.2% |
| LNG | Sell | CHENIERE ENERGY INC | $440,000 | -63.9% | 13,123 | -34.3% | 0.66% | +44.6% |
| HDS | Sell | HD SUPPLY HLDGS INC | $433,000 | -72.4% | 15,231 | -60.9% | 0.66% | +11.0% |
| VWO | VANGUARD INTL EQUITY INDEX Fftse emr mkt etf | $433,000 | -24.6% | 12,913 | 0.0% | 0.66% | +203.2% | |
| FTNT | Sell | FORTINET INC | $430,000 | -53.6% | 4,249 | -51.0% | 0.65% | +86.2% |
| SLM | Sell | SLM CORP | $419,000 | -62.1% | 58,246 | -53.1% | 0.63% | +52.0% |
| CSOD | New | CORNERSTONE ONDEMAND INC | $419,000 | – | 13,187 | +100.0% | 0.63% | – |
| LOW | Sell | LOWES COS INC | $416,000 | -66.9% | 4,829 | -53.9% | 0.63% | +33.0% |
| HPQ | New | HP INC | $413,000 | – | 23,818 | +100.0% | 0.62% | – |
| ADBE | New | ADOBE INC | $412,000 | – | 1,296 | +100.0% | 0.62% | – |
| MGLN | Sell | MAGELLAN HEALTH INC | $410,000 | -62.9% | 8,522 | -39.7% | 0.62% | +48.7% |
| TRN | Sell | TRINITY INDS INC | $409,000 | -54.9% | 25,467 | -37.8% | 0.62% | +81.0% |
| LORL | Buy | LORAL SPACE & COMMUNICATNS I | $403,000 | -11.0% | 24,816 | +76.9% | 0.61% | +256.7% |
| UTX | Sell | UNITED TECHNOLOGIES CORP | $394,000 | -74.4% | 4,178 | -59.4% | 0.60% | +2.6% |
| GE | Sell | GENERAL ELECTRIC CO | $381,000 | -54.2% | 48,025 | -35.6% | 0.58% | +84.0% |
| CBRE | Sell | CBRE GROUP INCcl a | $373,000 | -76.2% | 9,898 | -61.2% | 0.56% | -4.2% |
| L100PS | Sell | ARCONIC INC | $371,000 | -65.2% | 23,111 | -33.3% | 0.56% | +39.6% |
| RCII | Sell | RENT A CTR INC NEW | $367,000 | -62.0% | 25,955 | -22.5% | 0.56% | +52.5% |
| AMAT | New | APPLIED MATLS INC | $367,000 | – | 8,014 | +100.0% | 0.56% | – |
| MGP | Sell | MGM GROWTH PPTYS LLC | $362,000 | -65.8% | 15,273 | -55.3% | 0.55% | +37.1% |
| EXP | Sell | EAGLE MATERIALS INC | $360,000 | -58.4% | 6,169 | -35.4% | 0.54% | +66.9% |
| MPC | Buy | MARATHON PETE CORP | $354,000 | -58.3% | 14,976 | +6.3% | 0.54% | +67.2% |
| LKQ | Sell | LKQ CORP | $351,000 | -66.9% | 17,096 | -42.4% | 0.53% | +33.1% |
| DOOR | New | MASONITE INTL CORP NEW | $345,000 | – | 7,261 | +100.0% | 0.52% | – |
| C | Sell | CITIGROUP INC | $338,000 | -75.7% | 8,021 | -54.0% | 0.51% | -2.7% |
| USFD | Sell | US FOODS HLDG CORP | $311,000 | -78.0% | 17,544 | -47.9% | 0.47% | -11.7% |
| UBER | New | UBER TECHNOLOGIES INC | $301,000 | – | 10,763 | +100.0% | 0.46% | – |
| WCC | Sell | WESCO INTL INC | $292,000 | -74.7% | 12,777 | -34.3% | 0.44% | +1.6% |
| BOX | New | BOX INCcl a | $276,000 | – | 19,683 | +100.0% | 0.42% | – |
| MED | Sell | MEDIFAST INC | $270,000 | -53.0% | 4,322 | -17.6% | 0.41% | +88.0% |
| ELY | Sell | CALLAWAY GOLF CO | $264,000 | -73.8% | 25,878 | -45.6% | 0.40% | +5.0% |
| WEN | Sell | WENDYS CO | $263,000 | -77.3% | 17,683 | -66.1% | 0.40% | -8.9% |
| FANG | Buy | DIAMONDBACK ENERGY INC | $261,000 | -71.0% | 9,948 | +2.5% | 0.40% | +16.5% |
| CVI | Sell | CVR ENERGY INC | $256,000 | -69.9% | 15,489 | -26.3% | 0.39% | +20.9% |
| BLMN | Sell | BLOOMIN BRANDS INC | $246,000 | -70.9% | 34,444 | -10.0% | 0.37% | +17.0% |
| APOG | Sell | APOGEE ENTERPRISES INC | $245,000 | -71.0% | 11,758 | -54.8% | 0.37% | +16.3% |
| JACK | Sell | JACK IN THE BOX INC | $240,000 | -76.5% | 6,858 | -47.7% | 0.36% | -5.7% |
| MGM | Sell | MGM RESORTS INTERNATIONAL | $235,000 | -80.4% | 19,943 | -44.8% | 0.36% | -21.6% |
| LGFA | Sell | LIONS GATE ENTMNT CORPcl a vtg | $234,000 | -61.5% | 38,565 | -32.4% | 0.35% | +54.6% |
| GLPI | Sell | GAMING & LEISURE PPTYS INC | $231,000 | -50.5% | 8,348 | -23.0% | 0.35% | +98.3% |
| TWOU | New | 2U INC | $201,000 | – | 9,494 | +100.0% | 0.30% | – |
| NLY | New | ANNALY CAPITAL MANAGEMENT IN | $184,000 | – | 36,318 | +100.0% | 0.28% | – |
| SNAP | New | SNAP INCcl a | $163,000 | – | 13,746 | +100.0% | 0.25% | – |
| ARI | Sell | APOLLO COML REAL EST FIN INC | $156,000 | -82.8% | 21,004 | -57.6% | 0.24% | -31.0% |
| APLE | Sell | APPLE HOSPITALITY REIT INC | $144,000 | -86.5% | 15,683 | -76.1% | 0.22% | -45.8% |
| VRT | New | VERTIV HOLDINGS CO | $141,000 | – | 16,281 | +100.0% | 0.21% | – |
| BRMK | New | BROADMARK RLTY CAP INC | $137,000 | – | 18,262 | +100.0% | 0.21% | – |
| NWBI | Sell | NORTHWEST BANCSHARES INC MD | $130,000 | -87.4% | 11,239 | -81.8% | 0.20% | -49.1% |
| CFFN | Sell | CAPITOL FED FINL INC | $127,000 | -88.3% | 10,897 | -86.2% | 0.19% | -53.1% |
| VVNT | New | VIVINT SMART HOME INC | $126,000 | – | 10,031 | +100.0% | 0.19% | – |
| ARR | Sell | ARMOUR RESIDENTIAL REIT INC | $122,000 | -88.5% | 13,899 | -76.6% | 0.18% | -53.6% |
| PMT | Sell | PENNYMAC MTG INVT TR | $115,000 | -88.8% | 10,845 | -76.5% | 0.17% | -55.2% |
| ACEL | New | ACCEL ENTERTAINMENT INC | $108,000 | – | 14,353 | +100.0% | 0.16% | – |
| CIM | New | CHIMERA INVT CORP | $105,000 | – | 11,570 | +100.0% | 0.16% | – |
| NRZ | Sell | NEW RESIDENTIAL INVT CORP | $103,000 | -91.5% | 20,500 | -72.7% | 0.16% | -65.8% |
| TWO | Sell | TWO HBRS INVT CORP | $94,000 | -90.8% | 24,662 | -64.7% | 0.14% | -63.1% |
| NYMT | Sell | NEW YORK MTG TR INC | $91,000 | -90.3% | 58,733 | -60.9% | 0.14% | -60.9% |
| IVR | Sell | INVESCO MORTGAGE CAPITAL INC | $50,000 | -89.3% | 14,770 | -47.3% | 0.08% | -56.8% |
| BX | Exit | BLACKSTONE GROUP INC | $0 | – | -3,830 | -100.0% | -0.08% | – |
| MELI | Exit | MERCADOLIBRE INC | $0 | – | -378 | -100.0% | -0.08% | – |
| MOH | Exit | MOLINA HEALTHCARE INC | $0 | – | -1,605 | -100.0% | -0.08% | – |
| AEM | Exit | AGNICO EAGLE MINES LTD | $0 | – | -3,552 | -100.0% | -0.08% | – |
| XLNX | Exit | XILINX INC | $0 | – | -2,223 | -100.0% | -0.08% | – |
| DXCM | Exit | DEXCOM INC | $0 | – | -999 | -100.0% | -0.08% | – |
| FIVE | Exit | FIVE BELOW INC | $0 | – | -1,740 | -100.0% | -0.08% | – |
| LULU | Exit | LULULEMON ATHLETICA INC | $0 | – | -964 | -100.0% | -0.08% | – |
| FICO | Exit | FAIR ISAAC CORP | $0 | – | -598 | -100.0% | -0.08% | – |
| ZBRA | Exit | ZEBRA TECHNOLOGIES CORPcl a | $0 | – | -876 | -100.0% | -0.08% | – |
| TWTR | Exit | TWITTER INC | $0 | – | -7,119 | -100.0% | -0.09% | – |
| GOLD | Exit | BARRICK GOLD CORPORATION | $0 | – | -12,568 | -100.0% | -0.09% | – |
| VMW | Exit | VMWARE INC | $0 | – | -1,551 | -100.0% | -0.09% | – |
| VEEV | Exit | VEEVA SYS INC | $0 | – | -1,717 | -100.0% | -0.09% | – |
| TEAM | Exit | ATLASSIAN CORP PLCcl a | $0 | – | -2,016 | -100.0% | -0.09% | – |
| IONS | Exit | IONIS PHARMACEUTICALS INC | $0 | – | -4,037 | -100.0% | -0.09% | – |
| KEYS | Exit | KEYSIGHT TECHNOLOGIES INC | $0 | – | -2,410 | -100.0% | -0.09% | – |
| SQ | Exit | SQUARE INCcl a | $0 | – | -3,968 | -100.0% | -0.09% | – |
| OKTA | Exit | OKTA INCcl a | $0 | – | -2,181 | -100.0% | -0.10% | – |
| AZO | Exit | AUTOZONE INC | $0 | – | -211 | -100.0% | -0.10% | – |
| MKTX | Exit | MARKETAXESS HLDGS INC | $0 | – | -676 | -100.0% | -0.10% | – |
| ORLY | Exit | O REILLY AUTOMOTIVE INC NEW | $0 | – | -585 | -100.0% | -0.10% | – |
| RNG | Exit | RINGCENTRAL INCcl a | $0 | – | -1,530 | -100.0% | -0.10% | – |
| UI | Exit | UBIQUITI INC | $0 | – | -1,359 | -100.0% | -0.10% | – |
| WDAY | Exit | WORKDAY INCcl a | $0 | – | -1,580 | -100.0% | -0.10% | – |
| OLED | Exit | UNIVERSAL DISPLAY CORP | $0 | – | -1,279 | -100.0% | -0.10% | – |
| EXAS | Exit | EXACT SCIENCES CORP | $0 | – | -3,016 | -100.0% | -0.10% | – |
| PAYC | Exit | PAYCOM SOFTWARE INC | $0 | – | -1,063 | -100.0% | -0.11% | – |
| KLAC | Exit | KLA CORPORATION | $0 | – | -1,601 | -100.0% | -0.11% | – |
| BTU | Exit | PEABODY ENERGY CORP NEW | $0 | – | -32,601 | -100.0% | -0.11% | – |
| ESS | Exit | ESSEX PPTY TR INC | $0 | – | -1,151 | -100.0% | -0.13% | – |
| PSA | Exit | PUBLIC STORAGE | $0 | – | -1,741 | -100.0% | -0.14% | – |
| MDU | Exit | MDU RES GROUP INC | $0 | – | -13,747 | -100.0% | -0.15% | – |
| AGR | Exit | AVANGRID INC | $0 | – | -8,027 | -100.0% | -0.16% | – |
| STOR | Exit | STORE CAP CORP | $0 | – | -11,140 | -100.0% | -0.16% | – |
| KRC | Exit | KILROY RLTY CORP | $0 | – | -4,931 | -100.0% | -0.16% | – |
| PNW | Exit | PINNACLE WEST CAP CORP | $0 | – | -4,665 | -100.0% | -0.16% | – |
| TRNO | Exit | TERRENO RLTY CORP | $0 | – | -7,816 | -100.0% | -0.16% | – |
| GOOD | Exit | GLADSTONE COML CORP | $0 | – | -19,456 | -100.0% | -0.16% | – |
| SUI | Exit | SUN CMNTYS INC | $0 | – | -2,822 | -100.0% | -0.16% | – |
| FRT | Exit | FEDERAL REALTY INVT TRsh ben int new | $0 | – | -3,300 | -100.0% | -0.16% | – |
| ALE | Exit | ALLETE INC | $0 | – | -5,230 | -100.0% | -0.16% | – |
| ELS | Exit | EQUITY LIFESTYLE PPTYS INC | $0 | – | -6,022 | -100.0% | -0.16% | – |
| AMH | Exit | AMERICAN HOMES 4 RENTcl a | $0 | – | -16,294 | -100.0% | -0.16% | – |
| MAA | Exit | MID AMER APT CMNTYS INC | $0 | – | -3,252 | -100.0% | -0.16% | – |
| LSI | Exit | LIFE STORAGE INC | $0 | – | -4,008 | -100.0% | -0.16% | – |
| EQR | Exit | EQUITY RESIDENTIALsh ben int | $0 | – | -5,352 | -100.0% | -0.16% | – |
| UDR | Exit | UDR INC | $0 | – | -9,278 | -100.0% | -0.16% | – |
| WPC | Exit | W P CAREY INC | $0 | – | -5,451 | -100.0% | -0.16% | – |
| FR | Exit | FIRST INDUSTRIAL REALTY TRUS | $0 | – | -10,476 | -100.0% | -0.16% | – |
| NWE | Exit | NORTHWESTERN CORP | $0 | – | -6,116 | -100.0% | -0.16% | – |
| CPT | Exit | CAMDEN PPTY TRsh ben int | $0 | – | -4,136 | -100.0% | -0.16% | – |
| IDA | Exit | IDACORP INC | $0 | – | -4,092 | -100.0% | -0.16% | – |
| AWK | Exit | AMERICAN WTR WKS CO INC NEW | $0 | – | -3,573 | -100.0% | -0.16% | – |
| INVH | Exit | INVITATION HOMES INC | $0 | – | -14,725 | -100.0% | -0.17% | – |
| AVB | Exit | AVALONBAY CMNTYS INC | $0 | – | -2,097 | -100.0% | -0.17% | – |
| EGP | Exit | EASTGROUP PPTY INC | $0 | – | -3,314 | -100.0% | -0.17% | – |
| POR | Exit | PORTLAND GEN ELEC CO | $0 | – | -7,883 | -100.0% | -0.17% | – |
| D | Exit | DOMINION ENERGY INC | $0 | – | -5,330 | -100.0% | -0.17% | – |
| DTE | Exit | DTE ENERGY CO | $0 | – | -3,387 | -100.0% | -0.17% | – |
| NHI | Exit | NATIONAL HEALTH INVS INC | $0 | – | -5,428 | -100.0% | -0.17% | – |
| EVRG | Exit | EVERGY INC | $0 | – | -6,808 | -100.0% | -0.17% | – |
| AEE | Exit | AMEREN CORP | $0 | – | -5,755 | -100.0% | -0.17% | – |
| WEC | Exit | WEC ENERGY GROUP INC | $0 | – | -4,849 | -100.0% | -0.17% | – |
| DUK | Exit | DUKE ENERGY CORP NEW | $0 | – | -4,886 | -100.0% | -0.17% | – |
| FE | Exit | FIRSTENERGY CORP | $0 | – | -9,179 | -100.0% | -0.17% | – |
| UGI | Exit | UGI CORP NEW | $0 | – | -9,874 | -100.0% | -0.17% | – |
| ATO | Exit | ATMOS ENERGY CORP | $0 | – | -3,995 | -100.0% | -0.17% | – |
| PEG | Exit | PUBLIC SVC ENTERPRISE GRP IN | $0 | – | -7,566 | -100.0% | -0.17% | – |
| AIV | Exit | APARTMENT INVT & MGMT COcl a | $0 | – | -8,688 | -100.0% | -0.17% | – |
| ACC | Exit | AMERICAN CAMPUS CMNTYS INC | $0 | – | -9,559 | -100.0% | -0.17% | – |
| EQC | Exit | EQUITY COMWLTH | $0 | – | -13,719 | -100.0% | -0.17% | – |
| ETR | Exit | ENTERGY CORP NEW | $0 | – | -3,761 | -100.0% | -0.17% | – |
| CMS | Exit | CMS ENERGY CORP | $0 | – | -7,195 | -100.0% | -0.17% | – |
| ED | Exit | CONSOLIDATED EDISON INC | $0 | – | -5,026 | -100.0% | -0.17% | – |
| NEE | Exit | NEXTERA ENERGY INC | $0 | – | -1,876 | -100.0% | -0.17% | – |
| XEL | Exit | XCEL ENERGY INC | $0 | – | -7,128 | -100.0% | -0.17% | – |
| OGE | Exit | OGE ENERGY CORP | $0 | – | -10,264 | -100.0% | -0.17% | – |
| BXMT | Exit | BLACKSTONE MTG TR INC | $0 | – | -12,266 | -100.0% | -0.17% | – |
| REG | Exit | REGENCY CTRS CORP | $0 | – | -7,274 | -100.0% | -0.17% | – |
| PEP | Exit | PEPSICO INC | $0 | – | -3,362 | -100.0% | -0.17% | – |
| DEI | Exit | DOUGLAS EMMETT INC | $0 | – | -10,468 | -100.0% | -0.17% | – |
| AEP | Exit | AMERICAN ELEC PWR CO INC | $0 | – | -4,842 | -100.0% | -0.17% | – |
| SO | Exit | SOUTHERN CO | $0 | – | -7,234 | -100.0% | -0.17% | – |
| HE | Exit | HAWAIIAN ELEC INDUSTRIES | $0 | – | -9,917 | -100.0% | -0.18% | – |
| DEA | Exit | EASTERLY GOVT PPTYS INC | $0 | – | -19,718 | -100.0% | -0.18% | – |
| LNT | Exit | ALLIANT ENERGY CORP | $0 | – | -8,522 | -100.0% | -0.18% | – |
| KNOP | Exit | KNOT OFFSHORE PARTNERS LP | $0 | – | -23,750 | -100.0% | -0.18% | – |
| OGS | Exit | ONE GAS INC | $0 | – | -5,084 | -100.0% | -0.18% | – |
| ES | Exit | EVERSOURCE ENERGY | $0 | – | -5,610 | -100.0% | -0.18% | – |
| EXC | Exit | EXELON CORP | $0 | – | -10,618 | -100.0% | -0.18% | – |
| CNP | Exit | CENTERPOINT ENERGY INC | $0 | – | -18,459 | -100.0% | -0.19% | – |
| WLKP | Exit | WESTLAKE CHEM PARTNERS LP | $0 | – | -20,765 | -100.0% | -0.21% | – |
| WSBF | Exit | WATERSTONE FINL INC MD | $0 | – | -29,266 | -100.0% | -0.21% | – |
| OXY | Exit | OCCIDENTAL PETE CORP | $0 | – | -17,670 | -100.0% | -0.27% | – |
| WWE | Exit | WORLD WRESTLING ENTMT INCcl a | $0 | – | -11,230 | -100.0% | -0.27% | – |
| RC | Exit | READY CAP CORP | $0 | – | -47,375 | -100.0% | -0.28% | – |
| ADS | Exit | ALLIANCE DATA SYSTEMS CORP | $0 | – | -6,849 | -100.0% | -0.29% | – |
| MITT | Exit | AG MTG INVT TR INC | $0 | – | -51,121 | -100.0% | -0.30% | – |
| ON | Exit | ON SEMICONDUCTOR CORP | $0 | – | -32,552 | -100.0% | -0.30% | – |
| TEX | Exit | TEREX CORP NEW | $0 | – | -26,912 | -100.0% | -0.30% | – |
| DVN | Exit | DEVON ENERGY CORP NEW | $0 | – | -31,058 | -100.0% | -0.30% | – |
| HES | Exit | HESS CORP | $0 | – | -12,731 | -100.0% | -0.32% | – |
| WM | Exit | WASTE MGMT INC DEL | $0 | – | -7,912 | -100.0% | -0.34% | – |
| GDDY | Exit | GODADDY INCcl a | $0 | – | -13,361 | -100.0% | -0.34% | – |
| SPH | Exit | SUBURBAN PROPANE PARTNERS Lunit ltd partn | $0 | – | -42,315 | -100.0% | -0.35% | – |
| WMC | Exit | WESTERN ASSET MTG CAP CORP | $0 | – | -91,844 | -100.0% | -0.36% | – |
| YUM | Exit | YUM BRANDS INC | $0 | – | -9,773 | -100.0% | -0.37% | – |
| BIP | Exit | BROOKFIELD INFRAST PARTNERSlp int unit | $0 | – | -19,849 | -100.0% | -0.37% | – |
| WRB | Exit | BERKLEY W R CORP | $0 | – | -14,384 | -100.0% | -0.37% | – |
| CMO | Exit | CAPSTEAD MTG CORP | $0 | – | -126,137 | -100.0% | -0.38% | – |
| MKL | Exit | MARKEL CORP | $0 | – | -878 | -100.0% | -0.38% | – |
| TFSL | Exit | TFS FINL CORP | $0 | – | -50,969 | -100.0% | -0.38% | – |
| RPAY | Exit | REPAY HLDGS CORP | $0 | – | -68,431 | -100.0% | -0.38% | – |
| THG | Exit | HANOVER INS GROUP INC | $0 | – | -7,434 | -100.0% | -0.38% | – |
| GPMT | Exit | GRANITE PT MTG TR INC | $0 | – | -55,490 | -100.0% | -0.38% | – |
| BRO | Exit | BROWN & BROWN INC | $0 | – | -25,822 | -100.0% | -0.38% | – |
| KREF | Exit | KKR REAL ESTATE FIN TR INC | $0 | – | -49,912 | -100.0% | -0.38% | – |
| BRKA | Exit | BERKSHIRE HATHAWAY INC DELcl a | $0 | – | -3 | -100.0% | -0.38% | – |
| AGNC | Exit | AGNC INVT CORP | $0 | – | -57,802 | -100.0% | -0.38% | – |
| TRTX | Exit | TPG RE FIN TR INC | $0 | – | -50,737 | -100.0% | -0.39% | – |
| CARE | Exit | CARTER BK & TR MARTINSVILLE | $0 | – | -43,434 | -100.0% | -0.39% | – |
| JKHY | Exit | HENRY JACK & ASSOC INC | $0 | – | -7,070 | -100.0% | -0.39% | – |
| RWT | Exit | REDWOOD TR INC | $0 | – | -62,330 | -100.0% | -0.39% | – |
| AFL | Exit | AFLAC INC | $0 | – | -19,558 | -100.0% | -0.39% | – |
| AFG | Exit | AMERICAN FINL GROUP INC OHIO | $0 | – | -9,464 | -100.0% | -0.39% | – |
| MCD | Exit | MCDONALDS CORP | $0 | – | -5,259 | -100.0% | -0.39% | – |
| EFC | Exit | ELLINGTON FINANCIAL INC | $0 | – | -56,825 | -100.0% | -0.39% | – |
| AJG | Exit | GALLAGHER ARTHUR J & CO | $0 | – | -10,942 | -100.0% | -0.39% | – |
| GHC | Exit | GRAHAM HLDGS CO | $0 | – | -1,630 | -100.0% | -0.39% | – |
| WMT | Exit | WALMART INC | $0 | – | -8,771 | -100.0% | -0.39% | – |
| SON | Exit | SONOCO PRODS CO | $0 | – | -16,879 | -100.0% | -0.39% | – |
| MMC | Exit | MARSH & MCLENNAN COS INC | $0 | – | -9,388 | -100.0% | -0.39% | – |
| CCEP | Exit | COCA COLA EUROPEAN PARTNERS | $0 | – | -20,534 | -100.0% | -0.39% | – |
| ATR | Exit | APTARGROUP INC | $0 | – | -9,040 | -100.0% | -0.39% | – |
| RSG | Exit | REPUBLIC SVCS INC | $0 | – | -11,665 | -100.0% | -0.39% | – |
| CB | Exit | CHUBB LIMITED | $0 | – | -6,737 | -100.0% | -0.40% | – |
| VRSK | Exit | VERISK ANALYTICS INC | $0 | – | -7,053 | -100.0% | -0.40% | – |
| HONE | Exit | HARBORONE BANCORP INC NEW | $0 | – | -96,054 | -100.0% | -0.40% | – |
| BAM | Exit | BROOKFIELD ASSET MGMT INCcl a ltd vt sh | $0 | – | -18,343 | -100.0% | -0.40% | – |
| ALL | Exit | ALLSTATE CORP | $0 | – | -9,444 | -100.0% | -0.40% | – |
| DOX | Exit | AMDOCS LTD | $0 | – | -14,706 | -100.0% | -0.40% | – |
| AY | Exit | ATLANTICA YIELD PLC | $0 | – | -40,304 | -100.0% | -0.40% | – |
| WTM | Exit | WHITE MTNS INS GROUP LTD | $0 | – | -956 | -100.0% | -0.40% | – |
| TRV | Exit | TRAVELERS COMPANIES INC | $0 | – | -7,810 | -100.0% | -0.40% | – |
| L | Exit | LOEWS CORP | $0 | – | -20,507 | -100.0% | -0.40% | – |
| CLBK | Exit | COLUMBIA FINL INC | $0 | – | -63,565 | -100.0% | -0.41% | – |
| ECL | Exit | ECOLAB INC | $0 | – | -5,592 | -100.0% | -0.41% | – |
| MMP | Exit | MAGELLAN MIDSTREAM PRTNRS LP | $0 | – | -17,282 | -100.0% | -0.41% | – |
| IAC | Exit | IAC INTERACTIVECORP | $0 | – | -4,445 | -100.0% | -0.42% | – |
| OSW | Exit | ONESPAWORLD HOLDINGS LIMITED | $0 | – | -66,557 | -100.0% | -0.42% | – |
| USB | Exit | US BANCORP DEL | $0 | – | -20,493 | -100.0% | -0.46% | – |
| JNJ | Exit | JOHNSON & JOHNSON | $0 | – | -8,707 | -100.0% | -0.48% | – |
| ISBC | Exit | INVESTORS BANCORP INC NEW | $0 | – | -107,629 | -100.0% | -0.48% | – |
| TMUS | Exit | T MOBILE US INC | $0 | – | -18,491 | -100.0% | -0.55% | – |
| WLH | Exit | LYON WILLIAM HOMEScl a new | $0 | – | -110,650 | -100.0% | -0.83% | – |
| INXN | Exit | INTERXION HOLDING N.V | $0 | – | -30,322 | -100.0% | -0.96% | – |
| LPT | Exit | LIBERTY PPTY TRsh ben int | $0 | – | -43,964 | -100.0% | -0.99% | – |
| SPY | Exit | SPDR S&P 500 ETF TRtr unit | $0 | – | -63,319 | -100.0% | -7.68% | – |
Other managers
Other managers that, in addition to the filing manager(s), that filed the EDGAR filing(s):
Original filings
The following EDGAR filing(s) were analyzed to create this report:
- View 13F-HR filed 2020-05-13
Signatures
The EDGAR filing(s) were signed by:
Top long-term holdings
| Name | Quarters owned | Latest quarter owned | Max weighting |
|---|---|---|---|
| PROCTER & GAMBLE CO | 18 | Q2 2022 | 2.1% |
| OPEN TEXT CORP | 17 | Q1 2022 | 1.4% |
| MONDELEZ INTL INC | 16 | Q4 2021 | 1.9% |
| CBRE GROUP INC | 16 | Q4 2021 | 1.7% |
| CHENIERE ENERGY INC | 16 | Q1 2022 | 1.3% |
| LOWES COS INC | 16 | Q4 2021 | 1.3% |
| CONAGRA BRANDS INC | 15 | Q2 2022 | 1.8% |
| CITIGROUP INC | 15 | Q4 2021 | 1.3% |
| TRINITY INDS INC | 15 | Q3 2021 | 1.1% |
| LIONS GATE ENTMNT CORP | 15 | Q3 2021 | 0.7% |
View ALPHASIMPLEX GROUP, LLC's complete holdings history.
Latest filings
| Type | Filed |
|---|---|
| 13F-HR | 2022-11-08 |
| 13F-HR | 2022-08-10 |
| 13F-HR | 2022-05-10 |
| 13F-HR | 2022-02-10 |
| 13F-HR | 2021-11-15 |
| 13F-HR | 2021-08-12 |
| 13F-HR | 2021-05-12 |
| 13F-HR | 2021-02-12 |
| 13F-HR | 2020-11-13 |
| 13F-HR | 2020-08-14 |
View ALPHASIMPLEX GROUP, LLC's complete filings history.
All filings
- Holdings (13F-HR)
- Significant ownership (13-D/G)
- Insider transactions (4, 5, 6)
- Events (8-K)
- Shareholder votes (proxy)
View complete filings history.